It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.
Bibliographical noteFunding Information:
Funding: This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education(2018R1D1A1B07042581).
© 2021 by the author. Licensee MDPI, Basel, Switzerland.
All Science Journal Classification (ASJC) codes
- Information Systems
- Mathematical Physics
- Physics and Astronomy (miscellaneous)
- Electrical and Electronic Engineering